Access Statistics for Lucio Sarno

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Cross-Country Financial Accelerator: Evidence from North America and Europe 0 0 0 166 0 0 6 631
A General Randomized Test for Alpha 0 0 5 5 1 4 13 13
A general randomized test for Alpha 0 0 1 11 1 3 19 26
An Economic Evaluation of Empirical Exchange Rate Models 0 0 0 414 2 3 14 799
Arbitrage in the Foreign Exchange Market: Turning on the Microscope 0 2 6 159 1 5 32 618
Arbitrage in the Foreign Exchange Market: Turning on the Microscope 0 2 2 308 0 5 38 1,151
Arbitrage in the foreign exchange market: Turning on the microscope 0 2 2 469 0 3 40 1,810
Assessing the benefits of international portfolio diversification in bonds and stocks 0 0 1 316 0 3 26 1,336
Asset Prices and International Spillovers: An Empirical Investigation 0 0 0 54 0 1 7 212
Asset Prices, Exchange Rates and the Current Account 0 0 0 52 1 2 14 248
Asset prices, exchange rates and the current account 0 0 0 378 0 0 84 1,056
Asset prices, exchange rates and the current account 0 0 0 131 0 0 10 334
Business Cycles and Currency Returns 0 0 0 24 0 1 24 113
Business Cycles and Currency Returns 0 0 1 49 1 5 30 193
Carry Trades and Global FX Volatility 1 1 2 427 3 9 39 1,050
Carry Trades and Global Foreign Exchange Volatility 0 1 2 256 3 10 38 609
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 0 62 0 1 9 303
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 0 65 0 1 8 214
Caution or Activism? Monetary Policy Strategies in an Open Economy 0 0 0 56 0 1 15 224
Comparing the Accuracy of Density Forecasts from Competing Models 0 0 0 0 1 2 10 351
Currency Momentum Strategies 1 1 1 103 1 3 25 459
Currency Momentum Strategies 0 2 5 284 9 33 98 1,619
Currency Momentum Strategies 0 0 2 150 2 4 31 553
Currency Premia and Global Imbalances 0 0 2 112 0 0 23 374
Currency Premia and Global Imbalances 0 0 0 67 0 0 0 210
Currency Risk Premia Redux 0 0 0 6 1 4 14 37
Currency Value 0 0 1 112 2 5 17 196
Currency risk premiums redux? 0 0 1 8 0 0 21 42
Does the law of one price hold in international financial markets? Evidence from tick data 0 0 0 98 0 1 14 269
European Capital Flows and Regional Risk 0 0 0 0 0 1 9 391
Exchange Rate Forecasting, Order Flow and Macroeconomic Information 0 0 1 175 0 0 24 548
Exchange Rates and Fundamentals: Evidence on the Economic Value of Predictability 0 0 0 261 3 4 14 635
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 0 0 0 174 0 4 24 419
Exchange Rates and Sovereign Risk 0 0 1 17 3 4 23 74
Exchange rate forecasting, order flow and macroeconomic information 0 0 0 299 3 3 14 656
Factor Models of Asset Returns and Bear Market Risk 0 1 1 1 1 1 1 1
Federal Funds Rate Prediction 0 0 0 207 0 0 7 1,938
Federal Funds Rate Prediction 0 0 0 482 1 1 16 6,447
Federal funds rate prediction 0 0 0 329 0 0 12 1,561
Foreign Exchange Intervention: A New Database 0 0 1 42 0 0 14 153
Foreign Exchange Risk and the Predictability of Carry Trade Returns 0 1 1 152 0 3 17 362
Foreign Exchange Volume 0 1 2 15 0 1 8 61
Foreign currency lending 0 0 0 44 1 2 13 285
Foreign exchange intervention: A new database 0 1 2 7 0 2 9 25
Foreign exchange intervention: A new database 0 0 1 58 0 2 19 102
Hot Money, Accounting Labels and the Persistence of Capital Flows to Developing Countries: An Empirical Investigation 0 0 0 0 0 0 10 601
How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads 0 0 0 0 1 3 23 25
How the Subprime Crisis Went Global: Evidence from Bank Credit Default Swap Spreads 0 0 0 635 1 2 18 1,544
How well do monetary fundamentals forecast exchange rates? 0 0 2 823 0 1 14 2,525
Information flows in foreign exchange markets: dissecting customer currency trades 0 1 3 139 4 12 32 517
Modelling and Forecasting Stock Returns: Exploiting the Futures Market, Regime Shifts and International Spillovers 0 0 0 365 1 1 17 537
Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes 0 0 0 1 1 1 16 417
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 213 0 2 12 610
Monetary Policy Rules, Asset Prices and Exchange Rates 0 0 0 238 0 0 17 663
Monetary policy and learning in an open economy 0 0 0 19 1 1 9 147
Monetary policy and learning in an open economy 0 0 0 148 0 0 12 451
New Evidence on the Forward Unbiasedness Hypothesis in the Foreign Exchange Market 0 0 0 174 0 2 10 395
Non-Linear Dynamics in Deviations from the Law of One Price: A Broad-Based Empirical Study 0 0 1 290 1 1 9 930
Non-Linear Equilibrium Corection in US Real Money Balances, 1869-1997 0 0 0 133 2 3 9 419
Non-Standard Errors 0 1 1 45 0 2 39 485
Non-Standard Errors 0 1 1 28 0 2 19 173
Non-linear dynamics in output, real exchange rates and real money balances: Norway, 1830-2003 0 0 0 203 0 0 13 708
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation 0 0 0 82 0 2 10 349
Nonlinear Exchange Rate Models: A Selective Overview 0 0 0 348 0 1 5 533
Nonlinear Mean-Reversion in Real Exchange Rates: Towards a Solution to the Purchasing Power Parity Puzzles 0 0 2 957 0 2 33 2,065
Nonlinearity in Deviations From Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 1 304 0 2 14 705
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 161 0 2 26 489
Nonstandard Errors 0 0 0 0 0 3 21 24
Nonstandard Errors 0 0 1 4 0 3 25 48
Nonstandard Errors 0 0 0 0 1 2 26 37
Nonstandard errors 0 1 1 13 0 3 28 84
Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work? 0 1 6 934 0 5 33 2,386
Properties of Foreign Exchange Risk Premia 0 0 0 152 0 3 19 440
Properties of Foreign Exchange Risk Premiums 0 0 0 74 0 0 16 182
Properties of Foreign Exchange Risk Premiums 0 0 1 83 0 1 12 273
Purchasing Power Parity and the Real Exchange Rate 0 0 2 1,200 1 4 36 3,838
Real Exchange Rates under the Recent Float: Unequivocal Evidence of Mean Reversion 0 0 0 0 0 0 10 861
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behaviour in the UK 0 0 0 0 0 0 9 708
Risks and Risk Premia in the US Treasury Market 0 0 2 2 0 1 13 15
Risky Bank Guarantees 0 0 0 14 0 2 5 73
Risky bank guarantees 0 0 0 22 0 1 9 60
Saving-Investment Correlations: Transitory versus Permanent 0 0 0 0 1 1 7 489
Skewness Risk Premia and the Cross-Section of Currency Returns 0 2 2 2 3 5 6 6
Spot and Forward Volatility in Foreign Exchange 0 0 4 581 2 6 29 1,887
The Behaviour of Real Exchange Rates During the Post-Bretton Woods Period 0 0 0 389 0 3 65 1,401
The Dynamic Relationship Between the Federal Funds rate and the Treasury Bill Rate: An Empirical Investigation 0 0 0 564 1 1 25 3,197
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 1 126 3 3 19 448
The Expectation Hypothesis of the Term Structure of Very Short-Term Rates: Statistical Tests and Economic Value 0 0 0 108 0 1 8 469
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 522 0 0 18 1,332
The Out-of-Sample Success of Term Structure Models as Exchange Rate Predictors: A Step Beyond 0 0 0 298 1 3 21 824
The Persistence of Capital Inflows and the Behaviour of Stock Prices in East Asia Emerging Markets: Some Empirical Evidence 0 0 1 220 0 0 11 615
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? 0 0 0 114 1 2 17 239
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? 0 0 0 43 0 0 17 190
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 0 246 0 2 28 655
The Scapegoat Theory of Exchange Rates: The First Tests 0 0 0 63 1 1 38 260
The Scapegoat Theory of Exchange Rates: The First Tests 0 0 0 58 0 0 16 275
The Term Structure Of Euromarket Interest Rates: Some New Evidence 0 0 0 194 0 1 7 305
The Trade Imbalance Network and Currency Returns 1 6 6 6 2 3 3 3
The cost of foreign-currency lending 0 0 0 0 0 0 13 29
The dynamic relationship between the federal funds rate and the Treasury bill rate: an empirical investigation 0 0 0 527 1 2 17 2,152
The efficient market hypothesis and identification in structural VARs 0 0 0 253 0 0 12 897
The empirical failure of the expectations hypothesis of the term structure of bond yields 0 0 0 383 0 0 8 825
The expectation hypothesis of the term structure of very short-term rates: statistical tests and economic value 0 0 0 222 0 0 8 757
The scapegoat theory of exchange rates: the first tests 0 0 1 90 1 5 17 450
The scapegoat theory of exchange rates: the first tests 0 0 0 34 0 0 10 173
Volatility Risk Premia and Exchange Rate Predictability 0 0 0 65 1 6 28 213
What Do Stock Markets Tell Us About Exchange Rates? 0 0 1 44 0 0 13 134
What Drives International Portfolio Flows? 0 0 1 103 1 1 21 296
What do stock markets tell us about exchange rates? 0 0 1 91 0 1 25 199
What's unique about the federal funds rate? evidence from a spectral perspective 0 0 0 114 0 1 8 588
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries 0 0 3 136 1 1 28 296
When is foreign exchange intervention effective? Evidence from 33 countries 0 0 2 101 3 4 48 233
Which Fundamentals Drive Exchange Rates? A Cross-Sectional Perspective 0 0 0 89 1 1 16 287
Total Working Papers 3 28 91 20,195 79 261 2,179 73,149
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A century of equity premium predictability and the consumption-wealth ratio: An international perspective 0 0 1 93 0 1 9 325
A cross-country financial accelerator: Evidence from North America and Europe 0 0 0 96 0 1 13 268
Adjustment Costs and Nonlinear Dynamics in the Demand for Money: Italy, 1861-1991 0 0 0 88 0 0 11 322
An Economic Evaluation of Empirical Exchange Rate Models 0 0 0 128 2 5 12 317
An empirical investigation of asset price bubbles in Latin American emerging financial markets 0 0 0 186 0 1 15 537
Arbitrage in the foreign exchange market: Turning on the microscope 1 3 15 409 4 22 97 1,536
Asset prices, exchange rates and the current account 1 1 1 120 1 2 19 412
Business cycles and currency returns 0 1 2 45 5 7 27 177
CAUTION OR ACTIVISM? MONETARY POLICY STRATEGIES IN AN OPEN ECONOMY 0 0 0 32 0 3 16 173
Capital Flows to Developing Countries: Long- and Short-Term Determinants 0 0 0 4 0 1 16 1,440
Carry Trades and Global Foreign Exchange Volatility 0 0 5 215 17 41 88 729
Comparing the accuracy of density forecasts from competing models 0 0 0 87 0 1 8 278
Composantes permanente et transitoire de l'épargne et de l'investissement: une étude empirique des flux internationaux de capitaux au Japon 0 0 0 4 0 0 3 63
Currency Premia and Global Imbalances 1 2 6 106 3 10 47 443
Currency Risk Premiums Redux 0 0 4 7 1 2 23 37
Currency Value 1 2 4 84 8 15 37 298
Currency momentum strategies 1 4 17 431 28 53 165 1,522
Deviations from purchasing power parity under different exchange rate regimes: Do they revert and, if so, how? 0 0 0 190 0 0 15 481
Does the law of one price hold in international financial markets? Evidence from tick data 0 0 0 123 0 0 19 616
Empirical exchange rate models and currency risk: some evidence from density forecasts 0 0 0 128 1 2 19 307
Estimating the Mean‐reverting Component in Stock Prices: A Cross‐country comparison 0 0 0 1 0 0 3 7
European Capital Flows and Regional Risk 0 0 0 81 0 1 13 331
Exchange Rates and Fundamentals: Footloose or Evolving Relationship? 1 1 1 212 1 1 17 567
Exchange Rates and Sovereign Risk 1 1 5 13 1 1 30 61
Exchange controls, international capital flows and saving-investment correlations in the UK: An empirical investigation 0 0 0 33 0 0 7 188
Exchange rate and interest rate volatility in the European Monetary System: some further results 0 0 0 49 0 3 10 182
Exchange rate forecasting, order flow and macroeconomic information 1 1 7 322 6 11 46 957
Exchange rates and fundamentals: evidence on the economic value of predictability 0 0 0 237 2 3 34 664
Federal Funds Rate Prediction 0 0 0 0 0 1 6 850
Foreign Exchange Intervention: A New Database 0 3 6 17 2 7 30 70
Foreign Exchange Volume 0 0 3 13 1 4 36 87
Foreign exchange risk and the predictability of carry trade returns 0 0 2 54 1 2 18 208
Global liquidity risk in the foreign exchange market 0 1 2 85 0 2 18 416
Hot money, accounting labels and the permanence of capital flows to developing countries: an empirical investigation 0 0 0 335 0 0 10 1,030
How the Subprime Crisis went global: Evidence from bank credit default swap spreads 0 0 1 147 0 0 33 550
How well do monetary fundamentals forecast exchange rates? 0 0 0 710 0 2 10 1,961
Information Flows in Foreign Exchange Markets: Dissecting Customer Currency Trades 0 0 0 16 2 7 16 155
International real interest rate differentials, purchasing power parity and the behaviour of real exchange rates: the resolution of a conundrum 0 0 0 289 0 0 12 1,100
Mean reversion in stock index futures markets: A nonlinear analysis 1 1 2 7 1 4 19 57
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 0 0 1 2 0 0 10 18
Modelling and forecasting stock returns: exploiting the futures market, regime shifts and international spillovers 1 1 1 233 1 1 12 730
Monetary Fundamentals and Exchange Rate Dynamics under Different Nominal Regimes 0 0 0 158 0 0 11 557
Monetary Policy Rules, Asset Prices, and Exchange Rates 0 0 1 48 0 2 11 182
Moral hazard, asset price bubbles, capital flows, and the East Asian crisis:: the first tests 0 0 2 520 0 1 11 1,141
New evidence on the forward unbiasedness hypothesis in the foreign‐exchange market 0 0 0 0 0 0 9 21
Nonlinear Dynamics, Spillovers and Growth in the G7 Economies: An Empirical Investigation 0 0 0 1 1 1 2 9
Nonlinear Equilibrium Correction in U.S. Real Money Balances, 1869-1997 0 0 0 1 0 2 13 301
Nonlinear Exchange Rate Models: A Selective Overview 0 0 0 25 0 0 7 155
Nonlinear Mean-Reversion in Real Exchange Rates: Toward a Solution to the Purchasing Power Parity Puzzles 0 0 0 2 1 2 27 836
Nonlinear dynamics in deviations from the law of one price: a broad-based empirical study 0 0 1 250 9 11 43 745
Nonlinearity in Deviations from Uncovered Interest Parity: An Explanation of the Forward Bias Puzzle 0 0 0 76 0 0 13 275
Nonstandard Errors 0 1 7 46 5 16 58 196
Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? 0 0 5 1,078 0 2 38 2,754
Policy convergence, the exchange rate mechanism and the misalignment of exchange rates. Some tests of purchasing power parity and generalized purchasing power parity 0 0 0 142 0 1 6 504
Private consumption behaviour, liquidity constraints and financial deregulation in France: a nonlinear analysis 0 0 0 177 0 1 9 804
Properties of foreign exchange risk premiums 0 0 0 92 0 3 9 308
Purchasing Power Parity and the Real Exchange Rate 0 0 2 1,994 0 1 48 4,802
Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis 0 0 0 290 0 0 21 788
Real Interest Rates, Liquidity Constraints and Financial Deregulation: Private Consumption Behavior in the U.K 0 0 0 112 0 0 10 287
Real exchange rate behavior in the Middle East: a re-examination 0 0 1 63 0 0 11 266
Real exchange rate behaviour in high inflation countries: empirical evidence from Turkey, 1980-1997 0 0 1 150 1 2 6 402
Real exchange rates under the recent float: unequivocal evidence of mean reversion 0 0 1 121 0 3 20 381
Risks and risk premia in the US Treasury market 0 0 0 5 2 3 39 56
Risky bank guarantees 0 0 0 19 0 1 16 93
Savings-Investment Correlations: Transitory versus Permanent 0 0 0 0 0 1 4 405
Short‐ and long‐run price level uncertainty under different monetary policy regimes: an international comparison 0 0 1 4 0 0 9 19
Special issue on advances in international money, macro and finance 0 0 0 44 1 1 7 146
Speculative Bubbles in U.K. House Prices: Some New Evidence 0 0 0 4 0 1 12 28
Spot and forward volatility in foreign exchange 0 1 2 147 3 6 22 546
Stochastic growth: Empirical evidence from the G7 countries 0 0 0 11 0 1 15 160
Systematic sampling and real exchange rates 0 0 0 24 1 1 9 98
The Empirical Failure of the Expectations Hypothesis of the Term Structure of Bond Yields 0 0 0 66 0 0 37 306
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? 0 0 0 58 0 0 17 211
The Feeble Link between Exchange Rates and Fundamentals: Can We Blame the Discount Factor? 0 0 0 1 0 1 13 32
The Predictive Information Content of External Imbalances for Exchange Rate Returns: How Much Is It Worth? 0 0 0 116 1 2 14 395
The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates 0 0 0 160 0 2 15 538
The behavior of US public debt: a nonlinear perspective 0 0 0 127 0 0 9 375
The behavior of real exchange rates during the post-Bretton Woods period 0 0 3 417 1 4 35 1,166
The cost of carry model and regime shifts in stock index futures markets: An empirical investigation 0 1 1 14 1 4 13 67
The cost of foreign-currency lending 0 2 4 12 0 4 20 67
The dynamic relationship between the federal funds rate and the Treasury bill rate: An empirical investigation 0 0 0 284 3 9 23 1,144
The economic value of predicting bond risk premia 0 0 0 38 3 4 14 140
The efficient market hypothesis and identification in structural VARs 0 0 0 163 0 0 11 911
The expectation hypothesis of the term structure of very short-term rates: Statistical tests and economic value 0 0 1 202 0 0 18 717
The market for lemmings: The herding behavior of pension funds 0 0 1 34 0 2 18 153
The out-of-sample success of term structure models as exchange rate predictors: a step beyond 0 0 0 336 1 1 9 938
The scapegoat theory of exchange rates: the first tests 0 0 1 91 0 3 15 354
The temporal relationship between derivatives trading and spot market volatility in the U.K.: Empirical analysis and Monte Carlo evidence 0 0 0 8 0 0 5 33
The trade imbalance network and currency returns 0 0 4 6 1 3 38 47
Time‐Varying Volatility in the Foreign Exchange Market: New Evidence on its Persistence and on Currency Spillovers 0 0 0 9 1 1 15 48
Timing exchange rates using order flow: The case of the Loonie 0 0 1 37 0 1 12 163
Toward a new paradigm in open economy modeling: where do we stand? 0 0 1 27 0 1 11 104
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? 1 2 3 8 2 7 26 52
Viewpoint: Towards a solution to the puzzles in exchange rate economics: where do we stand? 0 0 1 388 1 2 28 816
Volatility risk premia and exchange rate predictability 1 2 6 126 7 19 55 465
What Do Stock Markets Tell Us about Exchange Rates? 0 0 0 33 0 0 23 157
What drives international portfolio flows? 0 0 1 70 0 6 26 234
What's Unique About the Federal Funds Rate? Evidence from a Spectral Perspective* 0 0 0 30 1 2 8 183
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries 0 0 2 10 0 3 37 56
When Is Foreign Exchange Intervention Effective? Evidence from 33 Countries 0 0 3 131 0 3 32 555
Which Fundamentals Drive Exchange Rates? A Cross‐Sectional Perspective 0 0 0 60 1 3 16 190
Total Journal Articles 12 31 143 14,098 136 367 2,178 48,352
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Economics of Exchange Rates 0 0 0 0 5 10 48 819
Total Books 0 0 0 0 5 10 48 819

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Non-linear Dynamics in Output, Real Exchange Rates and Real Money Balances: Norway, 1830-2003 0 0 0 0 0 0 4 6
Total Chapters 0 0 0 0 0 0 4 6

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-10-11